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<FONT
color=#000080>Jason,
<FONT
color=#000080>I blew the sign of Disp--forgot I'd made the
DispMa.afl to remind me 8>)
Looks like the refs also
have problems with forward and backward <SPAN
class=556303616-01052003>;<SPAN
class=556303616-01052003>I've commented on
them below. There's addtnl trading hints at<SPAN
class=556303616-01052003>
<A
href=""><FONT
color=#000080>http://www.incrediblecharts.com/technical/detrended_price_oscillator.htm<FONT
color=#000080> , which also perpetuates Achelis'
ambigious DPO
= Close - Simple moving average [from (n / 2 + 1) days ago]
<FONT
color=#000080>JM Hurst** introduced the centered
MA in the '60s in "The Profit Magic of Stock Transaction Timing" and his
techniques are still popular; see for example, Clyde Lee's SwingTimer [he
posts charts on the MedianLine and RealTraders yahoo lists]
and Jim Curray's predictions at <A
href="">http://cyclewave.homestead.com/MarketTurns.html
<FONT
color=#000080>
<FONT
color=#000080>I use his centered MA for cycle
analysis and follow Clyde and Jim's work.
<FONT
color=#000080>I've attached two <FONT
color=#000080>afls [the 2nd matches MetaStock's DPO] and a gif
to show how to pick pds using the centered MA
..
<SPAN
class=556303616-01052003>
I seldom use the DPO
per sec .but it should be useful for finding short-tem
swings.
<FONT
color=#000080>
<FONT
color=#000080>Bob
<SPAN
class=556303616-01052003> <FONT
color=#000080>----
** Google will catch an
additional Hurst, a hydrologist who's <FONT
color=#000000>rescaled-range exponent is big with the fractals
crowd.
<FONT face=Tahoma
size=2><FONT face=Arial color=#000080
size=3> -----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday, May 01, 2003 9:26
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Detrending
<SPAN
class=992101316-01052003>Bob,
<SPAN
class=992101316-01052003>
Thanks for
posting. A goggle search produces several more
variations.......
<SPAN
class=992101316-01052003>
from equis.. <A
href="">http://www.paritech.com/education/technical/custom/indicators/detrended.asp<SPAN
class=556303616-01052003>[=>] They had the
right Sign for Ref
<SPAN
class=992101316-01052003>
from
GannAnalyst <A
href="">http://www.gannalyst.com/Gannalyst_lite/Gannalyst_Indicators_DetrendedPrice.asp<SPAN
class=556303616-01052003>[=>] More
ambigous than Achelis
<SPAN
class=992101316-01052003>
from Equity
Analytics <A
href="">http://www.e-analytics.com/dpo.htm
This seems to agree with yours<FONT
color=#000080 size=3>[=>] Top-notch-- "Move it back to Center it
=> [Ref(ma,+pds/2+1)
<SPAN
class=992101316-01052003>
Most seem
to follow your similar theme but may arrive at the final calculation from a
slightly different angle..
<SPAN
class=992101316-01052003>
Have you
used this indicator in your trading and if so what has been your "take" on its
usefulness?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Bob Jagow
[mailto:bjagow@xxxxxxxxxxx]Sent: Thursday, May 01, 2003 11:57
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Detrending
<FONT color=#000080
size=2>Jason,
I
believe the DPO should be
<FONT
size=2>
Pds=Param(<FONT
color=#ff00ff>"PDS",2<FONT
color=#ff00ff>0,1,<FONT
color=#ff00ff>200,1);
dma = Ref(<FONT
color=#0000ff>MA(C,pds),-(pds/2+<FONT
color=#ff00ff>1));
dpo=C-dma;
Plot<FONT
size=2>(dma,"DMA",2,styleLeftAxisScale);<FONT
color=#0000ff>
Plot<FONT
size=2>(dpo,"DPO",5,4);
PlotGrid<FONT
size=2>(0,colorWhite);
<FONT color=#000080
size=2>That is, you are subtracting a Hurst shifted-MA as the Achelis ref
badly shows.
I
added the MA so that the best period can be picked via the Pds
param.
<FONT color=#000080
size=2>
<FONT color=#000080
size=2>Bob
<FONT
color=#000000>
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday, May 01, 2003 7:08
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Detrending
<SPAN
class=025080514-01052003>Chuck,
I
do not how useful you will find this bur here is the detrended Price
Oscillator (DPO)....
<SPAN
class=025080514-01052003>
<FONT
color=#282828> <FONT
color=#0000ff>
Pds=Param("PDS",10,1,200,1<FONT
color=#282828><FONT face="Arial CE" color=#0000ff
size=2>);<FONT
color=#0000ff>
dpo=C<FONT
face="Arial CE">-(MA(C,(pds/2)+1<FONT
color=#282828>));<FONT
color=#0000ff>
Plot(dpo,<FONT
color=#ff00ff>"DPO",<FONT
color=#ff00ff>4,<FONT
color=#ff00ff>1);<FONT
color=#0000ff>
PlotGrid(<FONT
color=#ff00ff>0,<FONT
color=#000000>colorWhite<FONT face="Arial CE"
color=#282828 size=2>);
<SPAN
class=025080514-01052003>here is the reference from TA A-Z
<A
href="">http://www.equis.com/Education/TAAZ/?page=48
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Thursday, May 01, 2003
5:17 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Detrending
<FONT face=Arial color=#0000ff
size=2>Has anyone written any AFL code for "detrending" that they are
willing to share?
<FONT face=Arial color=#0000ff
size=2>
If
not, is anyone interested in the code if I have to write
it?Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS
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AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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Your use of Yahoo! Groups is subject to the <A
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
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AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
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Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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